

Analytical features
PLaNETa has rich analytical features.
 Correct and exact pricing of a wide array of
financial instrument and products.
 Calculation of forward prices for all types of
assets (stocks, bonds, currencies).
 Support of options on different underlying assets,
with the corresponding model used for each type. Calculation of
option premiums and sensitivities ("greeks" — delta,
gamma, vega, theta, rho).
 Pricing of
exotic options
using Monte Carlo simulation.
 Pricing of non pathdependent
structured products
having an arbitrary payoff function.
 Use of volatility surfaces and yield curves
for calculating option premiums, forward prices, etc.
 Calculation of accrued interest, yield to maturity, duration
and other bond parameters.
 Realtime calculation of position market values,
profit / loss and greeks.
 Miscellaneous analytical functions, such as bond, options
and forward calculators.
 Possibility to use different options valuation
libraries and functions.
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